EViews.com

Hello
I have 3 questions, pleas help me:
What is the difference between TAR and M-TAR models?
What is the difference between TAR models when we estimate this model for ane country and for several countries?
What is "R" and "tsDyn" that we need when we want to estimate TAR model?
Thanke you very much.
Best regard
Mary

You should refer to textbook(s) or Google for answers, but regarding EViews I can say the following:
1) If you are looking for TAR models within the cointegration context, then you can use tarcoint add-in (with EViews 7.1 or above of course)
2) If you are interested in smooth transition TAR models, then Logistic STAR Model will give you the idea.
3) You may also find Markov Regime Switching models helpful in that respect (with EViews 8 and for the univariate case).

Thank you so much for your answers.
Best regsrds
Mary